+52.3%
LVS vs IBB
+785.5%
-733.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -1.5% | +1.4% | -2.9% | -2.7% |
| 30D | -3.2% | +10.5% | -13.7% | -11.7% |
| 3M | -12.0% | +23.6% | -35.6% | -27.6% |
| 6M | -19.9% | +22.6% | -42.5% | -34.0% |
| YTD | -30.6% | +25.7% | -56.3% | -44.4% |
| 1Y | -17.7% | +51.4% | -69.1% | -44.5% |
| 3Y | -14.2% | +64.4% | -78.6% | -47.4% |
| 5Y | +9.6% | +22.1% | -12.5% | -13.5% |
| 10Y | +5.7% | +132.5% | -126.8% | -60.2% |
| All | +52.3% | +785.5% | -733.2% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling